R: Likelihood Estimation of Stochastic Volatility Models

# Likelihood Estimation of Stochastic Volatility Models

## Documentation for package ‘stochvolTMB’ version 0.3.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

demo | Run shiny demo
estimate_parameters | Estimate parameters for the stochastic volatility model
logit | Logit transformation from the real line to (-1, 1).
plot.stochvolTMB | Plot the estimated latent volatility process
predict.stochvolTMB | Predict future returns and future volatilities
residuals | Calculate one-step-ahead (OSA) residuals for stochastic volatility model.
simulate_parameters | Simulate from the asymptotic distribution of the parameter estimates
sim_sv | Simulate log-returns from a stochastic volatility model
spy | Daily closing prices for the S&P500 from 2005 to 2018.
summary.stochvolTMB | Summary tables of model parameters
summary.stochvolTMB_predict | Calculate quantiles based on predictions from the predictive distribution